Fraser & Neave Holdings Bhd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.51% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9484 | 7.89 | |
| 0.1653 | 7.47 | |
| 0.6138 | 12.43 | |
| 0.2195 | 2.84 | |
| -0.3674 | -2.96 | |
| 0.2502 | 2.89 | |
| -0.0956 | -1.17 | |
| -0.0457 | -0.41 | |
| 0.0233 | 0.18 | |
| 0.0883 | 0.80 | |
| -0.0454 | -0.54 | |
| -0.1765 | -2.52 | |
| 0.3557 | 4.17 |
Estimation Period:
Oct 27, 1993 to Feb 6, 2026
Oct 27, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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